A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization

Christoph Buchheim, Marianna De Santis, Francesco Rinaldi, Long Trieu. A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization. J. Global Optimization, 70(3):625-644, 2018. [doi]

Authors

Christoph Buchheim

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Marianna De Santis

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Francesco Rinaldi

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Long Trieu

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